+1,197.2%
ENTG vs VFC
+356.3%
+840.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +2.4% | +3.8% | +4.9% |
| 7D | +2.8% | -1.6% | +4.4% | +3.8% |
| 30D | -4.7% | -11.6% | +7.0% | +1.6% |
| 3M | -0.7% | -18.1% | +17.4% | +8.8% |
| 6M | +7.7% | -27.4% | +35.1% | +25.1% |
| YTD | +65.1% | -24.8% | +89.9% | +86.8% |
| 1Y | +74.8% | -8.2% | +83.0% | +75.6% |
| 3Y | +36.9% | -29.1% | +66.0% | +24.8% |
| 5Y | +16.1% | -79.2% | +95.3% | +117.9% |
| 10Y | +740.3% | -68.1% | +808.4% | +925.2% |
| All | +1,197.2% | +356.3% | +840.9% | +247.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VFC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling